Co-jumps, Co-jump Tests and Volatility Forecasting : Monte Carlo and Empirical Evidence
Year of publication: |
[2022]
|
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Authors: | Peng, Weijia ; Yao, Chun |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk and Financial Management Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 12, 2022 erstellt |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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